JOURNAL ARTICLE
General Draw-Down Times for Refracted Spectrally Negative Lévy Processes
Year: 2022 Journal: Methodology And Computing In Applied Probability Vol: 24 (2)Pages: 875-891 Publisher: Springer Science+Business Media
Keywords:
Excursion Mathematics Laplace transform Measure (data warehouse) Scale (ratio) Expression (computer science) Mathematical analysis Applied mathematics Physics Computer science Quantum mechanics
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Topics
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
Stochastic processes and statistical mechanics
Physical Sciences → Mathematics → Mathematical Physics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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